+24.4%
NSC vs AEIS
+109.5%
-85.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.1% | -8.9% | -3.8% |
| 7D | -6.6% | -11.3% | +4.7% | -5.1% |
| 30D | +2.2% | -32.6% | +34.7% | +8.3% |
| 3M | -6.2% | -39.2% | +33.0% | +0.8% |
| 6M | +1.7% | -45.4% | +47.0% | +9.9% |
| YTD | +12.2% | -5.8% | +18.0% | +5.1% |
| 1Y | +15.4% | -10.0% | +25.4% | +9.0% |
| 3Y | +73.3% | +121.2% | -47.8% | +21.2% |
| All | +24.4% | +109.5% | -85.2% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling